3 papers
econ.EM2025
Numerical Analysis of Test Optimality
Philipp Ketz, Adam McCloskey, Jan Scherer
In nonstandard testing environments, researchers often derive ad hoc tests with correct (asymptotic) size, but their optimality properties are typically unknown a priori and diffic…
econ.EM2025
Uniform Critical Values for Likelihood Ratio Tests in Boundary Problems
Giuseppe Cavaliere, Adam McCloskey, Rasmus S. Pedersen +1
Limit distributions of likelihood ratio statistics are well-known to be discontinuous in the presence of nuisance parameters at the boundary of the parameter space, which lead to s…
econ.EM2021
Short and Simple Confidence Intervals when the Directions of Some Effects are Known
Philipp Ketz, Adam McCloskey
We provide adaptive confidence intervals on a parameter of interest in the presence of nuisance parameters when some of the nuisance parameters have known signs. The confidence int…